Regression Models using the Instrumental Variables

Journal Title: Revista Romana de Statistica - Year 2015, Vol 63, Issue 9

Abstract

This article describes the main elements on regression models with instrumental variables. There are reviewed the main theoretical approaches in the literature, asymptotic properties when using sensitive instruments, t-statistics with instrumental variables, traditional asymptotic modified s-statistics and t-statistics, finite sample properties with sensitive instruments.

Authors and Affiliations

Constantin ANGHELACHE, Cristina SACALÄ‚, Emilia STANCIU

Keywords

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  • EP ID EP117219
  • DOI -
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How To Cite

Constantin ANGHELACHE, Cristina SACALÄ‚, Emilia STANCIU (2015). Regression Models using the Instrumental Variables. Revista Romana de Statistica, 63(9), 138-146. https://europub.co.uk/articles/-A-117219